+349.8%
WELL vs IJR
+172.1%
+177.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.4% |
| 7D | -0.2% | -2.2% | +1.9% | +1.3% |
| 30D | +2.3% | -4.6% | +6.9% | +5.7% |
| 3M | +12.3% | +0.2% | +12.0% | +11.8% |
| 6M | +15.6% | +14.7% | +0.9% | +4.0% |
| YTD | +28.3% | +18.9% | +9.5% | +12.1% |
| 1Y | +41.9% | +19.9% | +22.0% | +22.6% |
| 3Y | +198.3% | +53.0% | +145.3% | +102.4% |
| 5Y | +206.4% | +40.9% | +165.6% | +117.7% |
| All | +349.8% | +172.1% | +177.7% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IJR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling